Fund abbreviation: Harvest 300
Fund Type: Listed Open-end Fund
Fund size: 4453 1057232
Date of establishment: August 29, 2005
Manager: harvest fund Management Co., Ltd.
Investment type: index type
Investment philosophy: Investment objective: The Fund conducts passive index investment, and strives to control the daily average tracking error between the fund's net growth rate and performance measurement benchmark within 0.3% through strict investment discipline and quantitative risk management, effectively tracking the Shanghai and Shenzhen 300 Index, and seeking to share the fruits of China's sustained, stable and rapid economic development through the China stock market.
Asset allocation: In principle, the Fund will invest at least 90% of its net asset value in the constituent stocks and alternative constituent stocks of the Shanghai and Shenzhen 300 Index, of which the investment proportion of the alternative constituent stocks is not higher than 65,438+05%, and the cash or government bonds with a maturity of less than one year are not lower than 5% of its net asset value. The Fund will appropriately adjust the allocation ratio of fund assets according to the actual situation of the market to ensure the effective tracking of the underlying index.
Share holding ratio (%) 94. 1 1
Portfolio summary;
┌—————┬—————┬——————┬——————┬—————┐
| Name of stock | Market value (ten thousand yuan) | Number of shares held (ten thousand shares) | Proportion of tradable shares (%) | Proportion of net worth (%) |
├—————┼—————┼——————┼——————┼—————┤
China merchants bank |111742.32 | 7560.37 | 0.4828 | 3.25
Bank of Communications |104287.35|12519.49 | 0.7847 | 3.04
Ping An in China |100428.12 |1980.83 | 0.5045 | 2.93 |
Minsheng Bank | 87505.75438+0 |12983.04 | 0.6897 | 2.55 |
| Industrial Bank | 81572.46 | 2414.10 | 0.6066 | 2.38 |
| CITIC Securities | 80065.06 | 3201.32 | 0.4872 | 2.33 |
| Shanghai Pudong Development Bank | 75196.15 | 3826.78 | 0.4828 | 2.19 |
| Vanke A | 69573.21| 6676.89 | 0.7109 | 2.03 |
China Shenhua | 69066.34 | 2274.95438+0 |1.2638 | 2.01|
| China Industrial and Commercial Bank | 65286.56 |13686.91| 0.9155 |1.90 |
└—————┴—————┴——————┴——————┴—————┘
Industry combination;
┌———————————————┬—————————┬—————————┐
| | 2009-09-30 | 2009-06-30 |
| ├—————┬———┼—————┬———┤
| Market value (ten thousand yuan) | Net value | Market value (ten thousand yuan) | Net value |
||||| Ratio (%)||| Ratio (%) |
├———————————————┼—————┼———┼—————┼———┤
| extractive industry | 369843.86 |10.77 | 33447.57 |10.62 |
| Manufacturing | 950408.43 | 27.68 | 793495.37 | 25.27 |
| Metal and nonmetal | 299774.34 | 8.73 | 264214.74 | 8.42 |
| financial insurance |1040767.19 | 30.32 |1002410.00 | 31.93 |
└———————————————┴—————┴———┴—————┴———┘
Fund manager;
Yu Yang, a 30-year-old male fund manager, holds a master's degree in economics. He graduated from the Department of Mathematics and the Department of Finance of Nankai University and has 8 years of securities experience. He used to be a securities analyst in the asset management department of Ping An Securities Co., Ltd., director of the fund trading room of the investment management center of China Ping An Insurance Co., Ltd., department manager and fund manager of the investment management department of Tiantong Fund Management Company. Joined harvest fund Management Company in July 2004. Since August 2005, he has been the fund manager of Jiashi CSI 300 Index Securities Investment Fund.
Brief introduction of the fund company;
Harvest fund was established with the approval of China Securities Regulatory Commission in March 1999, and became a joint venture fund management company in June 2005. At present, Harvest's shareholders are CITIC Trust Co., Ltd., Lixin Investment Co., Ltd. and Deutsche Asset Management Company. Harvest has the qualifications for the establishment and management of securities investment funds, the national social security fund investment manager, the enterprise annuity investment manager, the fund company's overseas securities investment management business and the fund management company's specific customer asset management business. By the end of 2008, the scale of asset management exceeded 654.38+0.90 billion yuan, ranking in the forefront of the industry.